Hi all,
I was looking on how to compute a covariance matrix given a set of
measurements and I was utterly frustrated having to jump from one
discussion group to another and harvesting the web through maths
websites having to cope with all sorts of notations. I managed to find
a nice example on how to derive a covariance matrix and decided to
share it with you :)
Go to:
"How the stat packages compute a correlation matrix"
http://luna.cas.usf.edu/~mbrannic/files/pmet/vcv2.htm
It should be quite easy to understand how it is done. It even shows
you how to standardise the matrix at the end.
I have to emphasize that I am not a math-whiz (however it is spelt), I
was looking on how to derive eigenvectors for an image processing/
mathcing application. I have another nice link somewhere about
calculating eigen matrices, will post that too.
NOTE: this is cross-posted at:
sci.math
sci.stat.math
comp.soft-sys.math.mathematica
alt.math.undergrad